Mark Freidlin

Finance · 2000–2008

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #3,663 of 10,518 by trust here, #6,671 by citations

Whom Mark Freidlin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jin Feng

Who trusts Mark Freidlin overall

1. Charles-Edouard Br'ehier
2. Hongbo Fu
3. Sandra Cerrai
4. Bin Pei
5. Jicheng Liu
6. V. Kostrykin

Papers from Mark Freidlin's perspective

Ordered by how strongly the researchers Mark Freidlin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic equations in infinite dimensions
2. Some Remarks on the Smoluchowski–Kramers Approximation
3. Markov Processes: Characterization and Convergence
4. Large Deviations for Stochastic Processes
5. Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
6. A General Asymptotic Implied Volatility for Stochastic Volatility Models
7. THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
8. SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
9. Option Valuation under Stochastic Volatility
10. Derivatives in Financial Markets with Stochastic Volatility

Their papers

• On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom (2006) — 84 citations
• Diffusion processes on graphs: stochastic differential equations, large deviation principle (2000) — 111 citations
• Averaging principle for a class of stochastic reaction–diffusion equations (2008) — 210 citations
• Some Remarks on the Smoluchowski–Kramers Approximation (2004) — 146 citations